Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 0.315616 0.345116 0.377399 0.415578 0.459798 0.509776 0.571070
2025-11-02 0.270167 0.306402 0.348340 0.401123 0.466744 0.546989 0.654745
2025-11-09 0.237452 0.276224 0.322913 0.384415 0.465104 0.570147 0.722325
2025-11-16 0.219425 0.260880 0.312553 0.383449 0.481200 0.616312 0.827550
2025-11-23 0.209664 0.254349 0.311875 0.393945 0.512795 0.687472 0.983882
2025-11-30 0.198214 0.244296 0.305161 0.394790 0.530008 0.739548 1.122467
2025-12-07 0.187361 0.233971 0.296868 0.392026 0.540797 0.782566 1.256166
2025-12-14 0.177296 0.223869 0.287871 0.386985 0.546882 0.818150 1.385457
2025-12-21 0.167478 0.213395 0.277448 0.378586 0.546148 0.841226 1.495764
2025-12-28 0.163009 0.210085 0.277016 0.385372 0.571261 0.915448 1.744624
2026-01-04 0.160016 0.208621 0.279077 0.396129 0.604465 1.011865 2.090871
2026-01-11 0.153477 0.201582 0.272190 0.391492 0.609099 1.050810 2.302943
2026-01-18 0.148570 0.196841 0.268747 0.392718 0.625668 1.120989 2.655013
2026-01-25 0.141158 0.187982 0.258343 0.381124 0.616032 1.130085 2.815881
2026-02-01 0.133618 0.178599 0.246620 0.366363 0.598511 1.117527 2.896032
2026-02-08 0.129682 0.174512 0.243094 0.365800 0.609643 1.177475 3.299715
2026-02-15 0.128190 0.174068 0.245354 0.375741 0.643860 1.305493 4.126458
2026-02-22 0.125007 0.170831 0.242823 0.376602 0.658649 1.385672 4.832860
2026-03-01 0.121398 0.166760 0.238673 0.374058 0.665503 1.445263 5.516430
2026-03-08 0.117629 0.162283 0.233608 0.369371 0.666864 1.489008 6.178367
2026-03-15 0.113529 0.157125 0.227153 0.361538 0.659962 1.505317 6.680322
2026-03-22 0.112109 0.156209 0.227891 0.367876 0.687838 1.645228 8.578065
2026-03-29 0.111349 0.156318 0.230385 0.377911 0.726490 1.839775 11.927674